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math.ST2025
Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
Matias D. Cattaneo, Ricardo P. Masini, William G. Underwood
We derive sharp upper and lower bounds for the pointwise concentration function of the maximum statistic of identically distributed real-valued random variables. Our first main…
math.ST2023
Inference with Mondrian Random Forests
Matias D. Cattaneo, Jason M. Klusowski, William G. Underwood
Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondri…